http://docs.scipy.org/doc/numpy/reference/generated/numpy.random.multivariate_normal.html(请参考这个网址)
numpy.random.multivariate_normal
Draw random samples from a multivariate normal distribution.
The multivariate normal, multinormal or Gaussian distribution is a generalization of the one-dimensional normal distribution to higher dimensions. Such a distribution is specified by its mean and covariance matrix. These parameters are analogous to the mean (average or “center”) and variance (standard deviation, or “width,” squared) of the one-dimensional normal distribution.
Parameters: | mean : 1-D array_like, of length N
cov : 2-D array_like, of shape (N, N)
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